CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7946 |
0.7864 |
-0.0082 |
-1.0% |
0.7930 |
| High |
0.7954 |
0.7868 |
-0.0087 |
-1.1% |
0.8024 |
| Low |
0.7855 |
0.7824 |
-0.0031 |
-0.4% |
0.7855 |
| Close |
0.7858 |
0.7854 |
-0.0005 |
-0.1% |
0.7858 |
| Range |
0.0100 |
0.0044 |
-0.0056 |
-55.8% |
0.0170 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
101,134 |
103,701 |
2,567 |
2.5% |
351,650 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7961 |
0.7878 |
|
| R3 |
0.7936 |
0.7917 |
0.7866 |
|
| R2 |
0.7892 |
0.7892 |
0.7862 |
|
| R1 |
0.7873 |
0.7873 |
0.7858 |
0.7861 |
| PP |
0.7848 |
0.7848 |
0.7848 |
0.7842 |
| S1 |
0.7829 |
0.7829 |
0.7849 |
0.7817 |
| S2 |
0.7804 |
0.7804 |
0.7845 |
|
| S3 |
0.7760 |
0.7785 |
0.7841 |
|
| S4 |
0.7716 |
0.7741 |
0.7829 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8309 |
0.7951 |
|
| R3 |
0.8251 |
0.8139 |
0.7905 |
|
| R2 |
0.8082 |
0.8082 |
0.7889 |
|
| R1 |
0.7970 |
0.7970 |
0.7874 |
0.7941 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7898 |
| S1 |
0.7800 |
0.7800 |
0.7842 |
0.7772 |
| S2 |
0.7743 |
0.7743 |
0.7827 |
|
| S3 |
0.7573 |
0.7631 |
0.7811 |
|
| S4 |
0.7404 |
0.7461 |
0.7765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8024 |
0.7824 |
0.0201 |
2.6% |
0.0075 |
1.0% |
15% |
False |
True |
84,192 |
| 10 |
0.8024 |
0.7824 |
0.0201 |
2.6% |
0.0065 |
0.8% |
15% |
False |
True |
72,556 |
| 20 |
0.8061 |
0.7824 |
0.0237 |
3.0% |
0.0057 |
0.7% |
13% |
False |
True |
72,544 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0058 |
0.7% |
33% |
False |
False |
60,376 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
33% |
False |
False |
40,529 |
| 80 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
33% |
False |
False |
30,467 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.6% |
39% |
False |
False |
24,444 |
| 120 |
0.8070 |
0.7719 |
0.0352 |
4.5% |
0.0048 |
0.6% |
38% |
False |
False |
20,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8055 |
|
2.618 |
0.7983 |
|
1.618 |
0.7939 |
|
1.000 |
0.7912 |
|
0.618 |
0.7895 |
|
HIGH |
0.7868 |
|
0.618 |
0.7851 |
|
0.500 |
0.7846 |
|
0.382 |
0.7840 |
|
LOW |
0.7824 |
|
0.618 |
0.7796 |
|
1.000 |
0.7780 |
|
1.618 |
0.7752 |
|
2.618 |
0.7708 |
|
4.250 |
0.7637 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7851 |
0.7924 |
| PP |
0.7848 |
0.7900 |
| S1 |
0.7846 |
0.7877 |
|